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Fourier Transform





APPLICATIONS

Fourier transforms have many scientific applications — in Physics , Number Theory , Combinatorics , Signal Processing , Probability Theory , Statistics , Cryptography , Acoustics , Oceanography , Optics , Geometry , and other areas. (In signal processing and related fields, the Fourier transform is typically thought of as decomposing a signal into its component Frequencies and their Amplitude s.) This wide applicability stems from several useful properties of the transforms:


  • The transforms are invertible, and in fact the inverse transform has almost the same form as the forward transform.




  • The discrete version of the Fourier transform (see below) can be evaluated quickly on computers using Fast Fourier Transform (FFT) algorithms.



VARIANTS OF THE FOURIER TRANSFORM


Continuous Fourier transform

Most often, the unqualified term "Fourier transform" refers to the Continuous Fourier Transform , representing any Square-integrable function f \left( t ight) as a sum of Complex exponentials with angular frequencies \omega and complex amplitudes F\left( \omega ight):
:
f \left( t ight) = \left( \mathcal{F}^{-1}F ight) \left( t ight)
= rac{1}{\sqrt{2\pi}} \int\limits_{-\infty}^\infty F\left( \omega ight) e^{i\omega t}\,d\omega.


This is actually the ''inverse'' continuous Fourier transform, whereas the Fourier transform expresses F\left( \omega ight) in terms of f \left( t ight); the original function and its transform are sometimes called a ''transform pair''. See Continuous Fourier Transform for more information, including a table of transforms, discussion of the transform properties, and the various conventions. A generalization of this transform is the Fractional Fourier Transform , by which the transform can be raised to any real "power".

  • (where the --- denotes Complex Conjugation .) Similar special cases appear for all other variants of the Fourier transform as well.



Multi-dimensional version

The formulation for the Fourier transform given above applies in one dimension. The Fourier transform, however, can be expanded to arbitrary dimension n. The more generalised version of this transform in dimension n, notated by \mathcal{F}_n is:
:f \left( \mathbf{x} ight) = \left( \mathcal{F}^{-1}_n F ight) \left( \mathbf{x} ight) = rac{1}{(2\pi)^{n/2}} \int F \left( \boldsymbol{\omega} ight) e^{i \left\langle \boldsymbol{\omega} ,\mathbf{x} ight angle} \, d \boldsymbol{\omega},
where \mathbf{x} and \boldsymbol{\omega} are n-dimensional Vectors , \left\langle \boldsymbol{\omega} ,\mathbf{x} ight angle is the Inner Product of these two vectors, and the integration is performed over all n dimensions.


Fourier series

The continuous transform is itself actually a generalization of an earlier concept, a Fourier Series , which was specific to periodic (or finite-domain) functions f \left( x ight) (with period 2\pi), and represents these functions as a Series of sinusoids:

:f(x) = \sum_{n=-\infty}^{\infty} F_n \,e^{inx} ,

where F_n is the (complex) amplitude. Or, for Real -valued functions, the Fourier series is often written:

:f(x) = rac{1}{2}a_0 + \sum_{n=1}^\infty\left[a_n\cos(nx)+b_n\sin(nx) ight],

where a_n and b_n are the (real) Fourier series amplitudes.


Discrete Fourier transform

For use on computers, both for scientific computation and Digital Signal Processing , one must have functions ''x''''k'' that are defined over ''discrete'' instead of continuous domains, again finite or periodic. In this case, one uses the Discrete Fourier Transform (DFT), which represents ''x''''k'' as the sum of sinusoids:

:x_k = rac{1}{n} \sum_{j=0}^{n-1} f_j e^{-2\pi ijk/n} \quad \quad k = 0,\dots,n-1

where ''f''''j'' are the Fourier amplitudes. This is the inverse transform.
The direct transform gives the

:f_k = \sum_{j=0}^{n-1} x_j e^{2\pi ijk/n} \quad \quad k = 0,\dots,n-1

coefficients. Although applying this formula directly would require O(''n''2) operations (see Big O Notation ), it can be computed in only O(''n'' log ''n'') operations using a Fast Fourier Transform (FFT) algorithm, which makes FFT a practical and important operation on computers.


Other variants

The DFT is a special case of (and is sometimes used as an approximation for) the Discrete-time Fourier Transform (DTFT), in which the ''x''''k'' are defined over discrete but infinite domains, and thus the spectrum is continuous and periodic. The DTFT is essentially the inverse of the Fourier series.

These Fourier variants can also be generalized to Fourier transforms on arbitrary Locally Compact Abelian Topological Group s, which are studied in Harmonic Analysis ; there, one transforms from a group to its Dual Group . This treatment also allows a general formulation of the Convolution Theorem , which relates Fourier transforms and Convolution s. See also the Pontryagin Duality for the generalized underpinnings of the Fourier transform.

Time-frequency Transform s such as the Short-time Fourier Transform , Wavelet Transform s, Chirplet Transform s, and the Fractional Fourier Transform try to obtain frequency information from a signal as a function of time (or whatever the independent variable is), although the ability to simultaneously resolve frequency and time is limited by a (mathematical) Uncertainty Principle .


Family of Fourier transforms


The following table summarizes the family of Fourier transforms. We see that discreteness in one domain implies periodicity in the conjugate domain and that continuity in one domain implies aperiodicity in the conjugate domain. Moreover: reality in one domain implies symmetry in the conjugate domain.


INTERPRETATION IN TERMS OF TIME AND FREQUENCY


In terms of Signal processing, the transform takes a Time Series representation of a signal function and maps it into a Frequency Spectrum , where ω is Angular Frequency . That is, it takes a function in the Time domain into the Frequency domain; it is a Decomposition of a function into Harmonic s of different frequencies.

When the function ''f'' is a function of time and represents a physical Signal ,
the transform has a standard interpretation as the frequency spectrum of the signal. The Magnitude of the resulting complex-valued function ''F'' represents the Amplitude s of the respective frequencies (ω), while the Phase Shift s are given by ''arctan (imaginary parts/real parts)''.

However, it is important to realize that Fourier transforms are not limited to functions of time, and temporal frequencies. They can equally be applied to analyze ''spatial'' frequencies, and indeed for nearly any function domain.


APPLICATIONS IN SIGNAL PROCESSING


In signal processing, Fourier transformation can isolate individual components of a complex signal, concentrating them for easier detection and/or removal. A large family of signal processing techniques consist of Fourier-transforming a signal (such as a clip of Audio or an Image ), manipulating the Fourier-transformed data in a simple way, and reversing the transformation. Some examples include:

  • Removal of unwanted frequencies from an audio recording (used to eliminate Hum from leakage of AC Power into the signal, to eliminate the Stereo Subcarrier from FM Radio recordings, or to create Karaoke tracks with the vocals removed);


  • Noise Gating of audio recordings to remove quiet background noise by eliminating Fourier components that do not exceed a preset amplitude;








Fourier transformation is also useful as a compact representation of a signal. For example, JPEG compression uses Fourier transformation of small square pieces of a digital image. The Fourier components of each square are rounded to lower Arithmetic Precision , and weak components are eliminated entirely, so that the remaining components can be stored very compactly. In image reconstruction, each Fourier-transformed image square is reassembled from the preserved approximate components, and then inverse-transformed to produce an approximation of the original image.


REFERENCES

  • A. D. Polyanin and A. V. Manzhirov, ''Handbook of Integral Equations'', CRC Press, Boca Raton, 1998. ISBN 0-8493-2876-4

  • Smith, Steven W. ''The Scientist and Engineer's Guide to Digital Signal Processing'', 2nd edition. San Diego: California Technical Publishing, 1999. ISBN 0-9660176-3-3. ''(also available online: {Link without Title} )''



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